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DOI:
10.82551/j7rv-b408

7 Chord Corporate Credit Curves

Description

Daily issuer-level credit curves for corporate bond issuers, fitted from BondDroid composite prices. Each curve carries option-adjusted spreads, hazard rates, and yields across an 11-point tenor grid, along with curve slopes and fit diagnostics, tagged with NAICS-style sector and industry classifications, country of risk, and region. The dataset supports research on the term structure of credit risk, default-intensity modeling, and cross-sectional credit pricing.

Published:
September 10, 2026
Created by:
7 Chord

Citation

7 Chord. (2026). Corporate Credit Curves [Dataset]. Dewey Data. https://doi.org/10.82551/J7RV-B408

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